Other mistake: At the end of the post station scene Cheyenne says to Harmonica: "Cheyenne's men don't get killed". The subtitles read "Cheyenne's, man, don't get killed", whatever that is supposed to mean. (00:42:30)
Other mistake: When Jill tries to leave Sweetwater in the morning after Cheyenne's visit, she runs into Harmonica. He has a very nasty, coarsely stitched injury in his cheek that is not accounted for, and for which there was no time to be received, stitched, and the stitches removed again. (Special Edition DVD has a deleted scene in which Harmonica is beaten up, which explains the injury, but it is a continuity mistake within the regular movie.) (01:12:25)
Other mistake: In the scene in Morton's Special Waggon where Wobbles gets pinned by Frank ("A man who can't trust his own pants") Harmonica lies on the roof, not so unseen as he hopes to be. When the train leaves Flagstone Station you see a shot of Flagstone on the track's right. But on the left you see some far more modern housing. That is when see along the top of the train over Harmonica. (01:19:10)
Other mistake: With Harmonica secured in the train, Frank states he will handle 'the woman' personally. As he rides off with some men while the train pulls away, in the foreground modern vehicle tyre tracks can be seen in the dirt. (01:30:00)
Other mistake: When the three men meet Harmonica at the railroad station, Woody Strode removes his duster and the shootout occurs. When Harmonica meets Cheyenne and his henchman at the outpost, they are wearing three dusters, each with a bullet hole in them. How could there be a bullet hole in three dusters when Woody Strode removed his before the shootout?
Other mistake: When Claudia Cardinale first gets off the train station clock has the time as 7:55. When she looks at her watch the time on it is around 10:10.
Answer: The movie was filmed at multiple locations in Spain and Italy, and also in Utah. Chances are they filmed out of sequence and made minor changes to the script later in the movie. There are many things left unclear in the movie, for example the same scene at the cantina/store, just after Cheyenne's crew shows up, he refers to Harmonica by his name when no-one said his name up until that point.